Portfolio optimization with serially correlated, skewed and fat tailed index returns.
| Autor: | Glawischnig, M.1 markus.glawischnig@uni-graz.at, Seidl, I.1 immanuel.seidl@uni-graz.at |
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| Zdroj: | Central European Journal of Operations Research. Mar2013, Vol. 21 Issue 1, p153-176. 24p. |
| Databáze: | Business Source Ultimate |
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